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Short-term rates harden on tight liquidity situation

CD rates touch 11.5% steep cut in CRR expected in credit policy

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Parnika Sokhi Mumbai
Last Updated : Jan 21 2013 | 2:31 AM IST

CD rates touch 11.5%; steep cut in CRR expected in credit policyRates on short-term debt instruments soared, as liquidity continued to remain tight. Rates on certificates of deposit (CDs) maturing in three months stood at 11.5 per cent, compared with 11.1 per cent yesterday. Till last week, these stood at around 10 per cent.

CDs are short-term debt instruments issued by banks to raise bulk deposits for up to one year.

Banks’ borrowings from the repo window, an indicator of the liquidity deficit in the banking system, stood at Rs 1.26 lakh crore, more than double the central bank’s comfort level. The rates are expected to harden further next week, as the liquidity crunch would intensify due to the corporate advance tax outflow.

Market participants expect the Reserve Bank of India (RBI) to announce a sharp cut in the cash reserve ratio (CRR) in the mid-quarter review of monetary policy scheduled on March 15. RBI had reduced the CRR by 50 basis points to 5.5 per cent in the third-quarter review of monetary policy in January to ease liquidity pressures.

Karur Vysya Bank, Andhra Bank, Dena Bank and Bank of India were among those that raised funds through three-month CDs at rates more than 11 per cent.

Other than the demand for funds to meet quarterly targets, expectations of a rate reversal are also adding pressure on short-term funds in the banking system. “The demand for short-term rates is high, as markets expect rates to fall after April. Banks are borrowing for a short term at high rates to match the demand for short-term loans at superior rates,” said N S Venkatesh, head (treasury), IDBI Bank.

As on February 24, bank loans rose Rs 56,000 crore since the beginning of the month, while deposits grew Rs 47,000 crore in the same period, RBI data showed.

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Banks have been borrowing Rs 1.2-1.9 lakh crore a day from RBI since the last week, and market participants expect this may rise to more than Rs 2 lakh crore by March 15, the deadline for corporate advance tax payments. The liquidity tightness in the system is much above the central bank’s comfort zone — +/- 1 per cent of banks’ net demand and time liabilities, or Rs 60,000 crore.

Though the rise in CD rates was seen across all maturities, rates for one-year CDs are lower than those for three-month maturities by around 70 basis points and six-month maturities by around 20 basis points.



Market participants expect RBI to kickstart the rate reversal cycle in the first quarter of the next financial year, when the central bank would announce its annual policy review.

Mutual funds, which are major investors in CDs, are showing a lack of interest this time. T S Srinivasan, general manager (treasury), Indian Overseas Bank, said, “There is pressure from mutual funds to redeem investments to book year-end profits. On the other hand, banks want to roll over maturing CDs, as these are unlikely to shrink their balance sheets now.” Norms governing mutual funds are preventing these from investing in CDs. Mutual funds now require to mark-to-market all debt investments of maturity periods of more than 60 days, instead of the earlier norm of 91 days.

Maneesh Dangi, head of fixed income at Birla Sun Life MF, said while the guidelines would be implemented in a phased manner, ambiguity had hit short-term liquidity. He said the systemic liquidity shortage was the primary factor behind the rise in CD rates, adding he expected steep rate cuts in the next policy announcements by RBI.

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First Published: Mar 08 2012 | 12:31 AM IST

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